Updated at 2025-06-25 05:22:00.499841
=== CALLING bitcoin_analysis_package ===
Before update data summary:
Date range: 2011-08-18 to 2025-06-22
Number of rows: 5025
Downloading data from 2025-06-23 to 2025-06-24
After update data summary:
Date range: 2011-08-18 to 2025-06-23
Number of rows: 5026
Appended 1 new rows and saved to C:\Users\Chris\Downloads\BITSTAMP_BTCUSD, 1D.csv
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5025 2025-06-23 100987.476562 106116.859375 99705.75 105577.773438 4.545412 Monday 2025 13.102482 Year1 13.102482 2 27.91569 June 0.898797 26 4.545412 2H_June 0.021012
✅ Complete Bitcoin analysis completed successfully!
=== FINISHED bitcoin_analysis_package ===
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5025 2025-06-23 100987.476562 106116.859375 99705.75 105577.773438 4.545412 Monday 2025 13.102482 Year1 13.102482 2 27.91569 June 0.898797 26 4.545412 2H_June 0.021012
Output folder: C:\Users\Chris\Downloads\btc_report\btc_report_2025-06-25 Success! PDF saved to: C:\Users\Chris\Downloads\btc_report\btc_report_2025-06-25\btc_report_2025-06-25.pdf
1-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 9 | 1 | October | 16.71% | 14.6% | 72.94% | -31.96% | 61.22% | 425 | False | 10.93% | 12.75% | 75% | 124 | 49.98% | 48.73% | 100% | 93 | -4.05% | -4.46% | 33.33% | 93 | 12.82% | 28.54% | 80.87% | 115 |
| 1 | 2 | February | 11.48% | 11.63% | 71.21% | -31.49% | 65.17% | 396 | False | 10.85% | 4.71% | 50% | 116 | 26.93% | 30.1% | 75% | 112 | -5.89% | 1.63% | 66.67% | 84 | 9.11% | 11.06% | 100% | 84 |
| 10 | 3 | November | 40.82% | 11.54% | 65.06% | -37.01% | 450.16% | 415 | False | 24.9% | 25.19% | 100% | 120 | 165.87% | 54.61% | 66.67% | 90 | -13.89% | -16.22% | 33.33% | 90 | 2.39% | 8.8% | 52.17% | 115 |
| 6 | 4 | July | 10.19% | 9.92% | 69.23% | -9.06% | 40.61% | 403 | False | 15.4% | 13.69% | 75% | 124 | 14.7% | 15.83% | 100% | 93 | 9.59% | 16.84% | 66.67% | 93 | -0.68% | -4.06% | 33.33% | 93 |
| 0 | 5 | January | 5.72% | 9.7% | 57.54% | -32.43% | 54.53% | 431 | False | 8.05% | 8.22% | 75% | 124 | 19.57% | 12% | 75% | 124 | -11.31% | -16.74% | 33.33% | 93 | 1.04% | -7.6% | 34.44% | 90 |
| 4 | 6 | May | 9.92% | 7.06% | 57.14% | -35.39% | 70.36% | 434 | False | 11.01% | 10.39% | 100% | 124 | 9.38% | 1.28% | 50% | 124 | 1.75% | -15.61% | 33.33% | 93 | 17.37% | -3.2% | 33.33% | 93 |
| 3 | 7 | April | 11.25% | 5.4% | 64.29% | -17.32% | 46.47% | 420 | False | 7.41% | 5.19% | 75% | 120 | 21.22% | 20.07% | 75% | 120 | 4.94% | -1.31% | 33.33% | 90 | 9.42% | 2.67% | 66.67% | 90 |
| 5 | 8 | June | 1.27% | 2.12% | 56.42% | -37.3% | 27.85% | 413 | True | 10.71% | 11.08% | 50% | 120 | -7.42% | -6.02% | 46.9% | 113 | -16.65% | -14.77% | 33.33% | 90 | 17.51% | 14.67% | 100% | 90 |
| 2 | 9 | March | 12.27% | -1.96% | 42.86% | -32.83% | 186.76% | 434 | False | -3.75% | -3.43% | 25% | 124 | 51.09% | 13.88% | 50% | 124 | -15.03% | -17.57% | 33.33% | 93 | 9.15% | 8.05% | 66.67% | 93 |
| 8 | 10 | September | -4.03% | -3.11% | 36.32% | -39.75% | 19.8% | 413 | False | 6.54% | 6.96% | 75% | 120 | -5.63% | -6.97% | 0% | 90 | -9.14% | -5.96% | 0% | 90 | -9.92% | 2.58% | 53.1% | 113 |
| 11 | 11 | December | 6.64% | -3.2% | 49.65% | -34.61% | 47.15% | 431 | False | 20.26% | 18.54% | 75% | 124 | -4.59% | -18.96% | 33.33% | 93 | -8.45% | -6.98% | 0% | 93 | 12.92% | 12% | 74.38% | 121 |
| 7 | 12 | August | 1.67% | -8.31% | 37.71% | -26.61% | 65.78% | 411 | False | -1.24% | -2.85% | 50% | 124 | 36.78% | 30.92% | 100% | 93 | -13.65% | -13.86% | 0% | 93 | -13% | -11.26% | 0% | 101 |
2-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-December | 40.27% | 27.46% | 64.29% | -41.42% | 259.63% | 14 | False | 50.53% | 35.82% | 100% | 4 | 116.89% | 115.72% | 66.67% | 3 | -21.93% | -19.35% | 0% | 3 | 19.18% | 29.92% | 75% | 4 |
| 9 | 2 | October-November | 79.1% | 25.99% | 64.29% | -39.81% | 786.97% | 14 | False | 39.7% | 37.14% | 100% | 4 | 315.63% | 129.95% | 100% | 3 | -18.21% | -11.58% | 0% | 3 | 14.07% | 15.4% | 50% | 4 |
| 8 | 3 | September-October | 11.47% | 18.8% | 71.43% | -58.75% | 59.14% | 14 | False | 16.89% | 18.8% | 100% | 4 | 41.76% | 35.91% | 100% | 3 | -12.45% | -10.16% | 33.33% | 3 | 1.26% | 14.53% | 50% | 4 |
| 3 | 4 | April-May | 23.47% | 17.47% | 64.29% | -36.48% | 114.5% | 14 | False | 18.89% | 16.99% | 75% | 4 | 34.68% | 30.36% | 75% | 4 | 5.33% | 8.17% | 66.67% | 3 | 32.77% | -4.41% | 33.33% | 3 |
| 1 | 5 | February-March | 34.18% | 12.27% | 64.29% | -43.36% | 373.65% | 14 | False | 9.36% | 0.57% | 50% | 4 | 110.7% | 44.28% | 75% | 4 | -18.94% | -31.73% | 33.33% | 3 | 18.37% | 19.99% | 100% | 3 |
| 5 | 6 | June-July | 11.07% | 11.29% | 69.23% | -26.61% | 79.5% | 13 | True | 28.16% | 18.71% | 75% | 4 | 4.16% | 11.29% | 66.67% | 3 | -10.26% | -7.29% | 33.33% | 3 | 16.54% | 18.02% | 100% | 3 |
| 11 | 7 | December-January | 12.6% | 9.48% | 64.29% | -42.33% | 68.2% | 14 | False | 42.35% | 47.52% | 100% | 4 | -19.51% | -28.27% | 33.33% | 3 | -7.21% | -14.04% | 33.33% | 3 | 21.79% | 18.09% | 75% | 4 |
| 4 | 8 | May-June | 14.13% | 5.83% | 69.23% | -47.06% | 104.26% | 13 | False | 23% | 19.82% | 100% | 4 | 2.47% | -35.99% | 33.33% | 3 | -11.73% | -30.92% | 33.33% | 3 | 39.81% | 11.01% | 100% | 3 |
| 0 | 9 | January-February | 18.65% | 5.8% | 64.29% | -25.69% | 153.25% | 14 | False | 18.45% | 14.02% | 100% | 4 | 55.71% | 39.64% | 75% | 4 | -19.04% | -24.85% | 0% | 3 | 7.19% | 2.64% | 66.67% | 3 |
| 2 | 10 | March-April | 27.83% | 1.93% | 64.29% | -18.66% | 317.18% | 14 | False | 0.8% | 0.7% | 75% | 4 | 92.47% | 20.5% | 100% | 4 | -13.99% | -12.91% | 0% | 3 | 19.5% | 26.31% | 66.67% | 3 |
| 6 | 11 | July-August | 13.69% | 0.49% | 53.85% | -25.15% | 92.02% | 13 | False | 15.31% | 10.82% | 50% | 4 | 56.56% | 43.16% | 100% | 3 | -4.92% | 0.49% | 66.67% | 3 | -12.73% | -12.46% | 0% | 3 |
| 7 | 12 | August-September | 0.14% | -5.1% | 30.77% | -32.98% | 51.48% | 13 | False | 5.56% | -2.16% | 25% | 4 | 28.76% | 29.13% | 100% | 3 | -21.39% | -16.59% | 0% | 3 | -14.18% | -17.03% | 0% | 3 |
3-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-January | 47.09% | 30.53% | 78.57% | -45.86% | 294.52% | 14 | False | 77.59% | 65.94% | 100% | 4 | 105% | 57.73% | 66.67% | 3 | -22.95% | -35.83% | 33.33% | 3 | 25.69% | 20.64% | 100% | 4 |
| 9 | 2 | October-December | 73.81% | 27.94% | 64.29% | -44.02% | 479.8% | 14 | False | 70.92% | 53.16% | 100% | 4 | 235.36% | 220.84% | 100% | 3 | -25.5% | -17.6% | 0% | 3 | 30.04% | 25.57% | 50% | 4 |
| 8 | 3 | September-November | 74.26% | 25.94% | 64.29% | -60.13% | 775.53% | 14 | False | 46.1% | 46.78% | 100% | 4 | 302.19% | 110.12% | 100% | 3 | -26.35% | -21.29% | 0% | 3 | 6.92% | 12.09% | 50% | 4 |
| 4 | 4 | May-July | 23.52% | 20.24% | 61.54% | -38.04% | 111.72% | 13 | False | 41.29% | 35.36% | 100% | 4 | 17.93% | -28.21% | 33.33% | 3 | -8.28% | -16.42% | 33.33% | 3 | 37.2% | 20.24% | 66.67% | 3 |
| 1 | 5 | February-April | 55.46% | 15% | 57.14% | -44.1% | 589.06% | 14 | False | 11.74% | 7.03% | 50% | 4 | 173.9% | 57.28% | 75% | 4 | -18.41% | -8.94% | 0% | 3 | 29.68% | 26.37% | 100% | 3 |
| 11 | 6 | December-February | 29.23% | 14.17% | 64.29% | -50.86% | 170.62% | 14 | False | 87.04% | 95.07% | 75% | 4 | -23.75% | -24.28% | 33.33% | 3 | -0.78% | -4.51% | 33.33% | 3 | 33.66% | 29.88% | 100% | 4 |
| 2 | 7 | March-May | 37.2% | 12.29% | 71.43% | -27.37% | 281.48% | 14 | False | 11.63% | 10.57% | 100% | 4 | 95.25% | 58.51% | 75% | 4 | -13.37% | -26.51% | 33.33% | 3 | 44.46% | 17.6% | 66.67% | 3 |
| 7 | 8 | August-October | 22.15% | 11.97% | 69.23% | -42.08% | 125.3% | 13 | False | 15.21% | 15.25% | 100% | 4 | 93.79% | 108.18% | 100% | 3 | -24.16% | -18.42% | 0% | 3 | 6.07% | 8.95% | 66.67% | 3 |
| 3 | 9 | April-June | 28.02% | 7.61% | 61.54% | -56.23% | 162.95% | 13 | False | 31.56% | 38.62% | 75% | 4 | 27.83% | -6.25% | 33.33% | 3 | -7.69% | -7.81% | 33.33% | 3 | 59.19% | 7.61% | 100% | 3 |
| 0 | 10 | January-March | 54.24% | 2.72% | 50% | -50.08% | 626.21% | 14 | False | 15.4% | 1.61% | 50% | 4 | 182.02% | 56.73% | 75% | 4 | -29.83% | -37.86% | 0% | 3 | 19.75% | 10.89% | 66.67% | 3 |
| 6 | 11 | July-September | 11.88% | 1% | 53.85% | -38.89% | 85.15% | 13 | False | 23.85% | 9.48% | 75% | 4 | 47.23% | 41.2% | 100% | 3 | -12.75% | -2.68% | 33.33% | 3 | -14.8% | -11.5% | 0% | 3 |
| 5 | 12 | June-August | 14.48% | 0.42% | 61.54% | -36.88% | 106.02% | 13 | True | 28.62% | 15.31% | 75% | 4 | 44.23% | 26.49% | 100% | 3 | -22.3% | -23.7% | 0% | 3 | 2.65% | 0.42% | 66.67% | 3 |
6-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 8 | 1 | September-February | 86.19% | 66.01% | 64.29% | -47.08% | 330.1% | 14 | False | 167.12% | 168.72% | 100% | 4 | 146.54% | 117.88% | 66.67% | 3 | -25.88% | -45.96% | 33.33% | 3 | 44.05% | 38.96% | 50% | 4 |
| 9 | 2 | October-March | 125.23% | 53.4% | 78.57% | -37.92% | 687.47% | 14 | False | 309.75% | 260.61% | 100% | 4 | 108.09% | 60.16% | 100% | 3 | -9.53% | -37.3% | 33.33% | 3 | 54.63% | 38.42% | 75% | 4 |
| 7 | 3 | August-January | 103.32% | 45.64% | 61.54% | -62.83% | 721.32% | 13 | False | 106.41% | 89.49% | 100% | 4 | 323.16% | 255.38% | 66.67% | 3 | -39.78% | -55.83% | 0% | 3 | 22.49% | 29.44% | 66.67% | 3 |
| 11 | 4 | December-May | 104.03% | 45.3% | 71.43% | -44.3% | 932.36% | 14 | False | 310.01% | 149.6% | 100% | 4 | -37.58% | -43.92% | 0% | 3 | 44.9% | 58.56% | 66.67% | 3 | 48.6% | 45.3% | 100% | 4 |
| 6 | 5 | July-December | 121.97% | 45.02% | 69.23% | -49.84% | 718.7% | 13 | False | 102.98% | 74.8% | 100% | 4 | 404.5% | 462.97% | 100% | 3 | -36.4% | -42.16% | 0% | 3 | 23.14% | 38.69% | 66.67% | 3 |
| 0 | 6 | January-June | 81.65% | 44.32% | 69.23% | -56.9% | 576.21% | 13 | False | 43.8% | 46.32% | 100% | 4 | 250.72% | 155.14% | 100% | 3 | -41.1% | -53.99% | 0% | 3 | 85.8% | 84.33% | 66.67% | 3 |
| 10 | 7 | November-April | 135.98% | 43.93% | 71.43% | -38.65% | 1171.64% | 14 | False | 404.54% | 206.19% | 100% | 4 | 41.84% | 43.64% | 66.67% | 3 | -1.29% | -16.42% | 33.33% | 3 | 40.98% | 47.41% | 75% | 4 |
| 5 | 8 | June-November | 111.69% | 42.85% | 69.23% | -47% | 776.49% | 13 | True | 82.81% | 75.72% | 100% | 4 | 387.4% | 332.88% | 100% | 3 | -44.3% | -45.97% | 0% | 3 | 30.5% | 38.57% | 66.67% | 3 |
| 4 | 9 | May-October | 54.16% | 31.17% | 76.92% | -45.54% | 377% | 13 | False | 63.52% | 57.77% | 100% | 4 | 142.9% | 45.52% | 100% | 3 | -34.02% | -31.81% | 0% | 3 | 41.12% | 31.17% | 100% | 3 |
| 1 | 10 | February-July | 75.2% | 30.4% | 76.92% | -39.4% | 384.14% | 13 | False | 52.64% | 59.83% | 100% | 4 | 201.9% | 196.25% | 100% | 3 | -30.26% | -27.52% | 0% | 3 | 84.07% | 30.4% | 100% | 3 |
| 2 | 11 | March-August | 62.14% | 12.04% | 61.54% | -53.59% | 297.45% | 13 | False | 41.85% | 33.7% | 75% | 4 | 194.46% | 281.75% | 100% | 3 | -32.92% | -31.97% | 0% | 3 | 51.93% | 12.04% | 66.67% | 3 |
| 3 | 12 | April-September | 44.76% | -3.17% | 46.15% | -57.33% | 303.8% | 13 | False | 63.26% | 57.17% | 75% | 4 | 103.52% | 32.2% | 66.67% | 3 | -25.36% | -14.01% | 0% | 3 | 31.44% | -3.17% | 33.33% | 3 |
Analysis includes data from 14 years: 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2020 (Cycle Year 4): +303.87% 2012 (Cycle Year 4): +164.80% 2023 (Cycle Year 3): +154.34% 2016 (Cycle Year 4): +122.74% 2024 (Cycle Year 4): +111.33% 2019 (Cycle Year 3): +87.48% 2021 (Cycle Year 1): +57.18% 2015 (Cycle Year 3): +37.31% 2014 (Cycle Year 2): -57.44% 2011 (Cycle Year 3): -57.98% 2022 (Cycle Year 2): -65.41% 2018 (Cycle Year 2): -72.53% Average Year-End Return: +536.71% Median Year-End Return: +111.33% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years Cycle Year 2 (years: 2014, 2022, 2018): Average: -65.12% Sample size: 3 years Cycle Year 3 (years: 2023, 2019, 2015, 2011): Average: +55.29% Sample size: 4 years Cycle Year 4 (years: 2020, 2012, 2016, 2024): Average: +175.69% Sample size: 4 years
Analysis includes 3 years matching cycle year(s) Year 1: 2013, 2017, 2021 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2021 (Cycle Year 1): +57.18% Average Year-End Return (Cycle Year 1): +2261.79% Median Year-End Return (Cycle Year 1): +1291.13% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years
Calculating best fit line from start to end of data...
============================================================ BEST FIT LINE FROM START TO END SUMMARY: ============================================================ Total Data Period: 5026 days R-squared: 0.886821 Scale Type: Log Scale Daily Growth Rate: 0.1828% Annual Growth Rate: 94.79% Historical Performance: Start Price: $10.90 End Price: $105577.77 Total Change: $105566.87 (968503.43%) 1000-Day Projection: Projected Price: $1543897.16 Projected Change: $1438319.39 (1362.33%) Valuation Oscillator Summary: Current Deviation: -57.51% Max Overvaluation: 1065.05% Max Undervaluation: -92.27% 🟢 Currently UNDERVALUED relative to long-term trend
Finding top 3 best fitting linear regression channels for BTC (log scale)... Top 3 Best Fitting Linear Regression Channels (Log Scale): ================================================================================ 1. Window Size: 1000 days R-squared: 0.935845 Daily Growth Rate: 0.1946% Annual Growth Rate: 103.31% Price Change: $86164.77 (443.85%) Start Price: $19413.00 End Price: $105577.77 2. Window Size: 750 days R-squared: 0.880595 Daily Growth Rate: 0.1955% Annual Growth Rate: 103.99% Price Change: $79838.77 (310.19%) Start Price: $25739.00 End Price: $105577.77 3. Window Size: 90 days R-squared: 0.781110 Daily Growth Rate: 0.3625% Annual Growth Rate: 274.57% Price Change: $18664.77 (21.48%) Start Price: $86913.00 End Price: $105577.77 Plotting the top 3 regression channels with adaptive projections... (Windows ≤100 days: +30d projection, Windows >100 days: +180d projection)
Results stored in 'top_channels' variable
============================================================
SUMMARY - TOP 3 BEST FITTING CHANNELS:
============================================================
#1. 1000 days | R² = 0.935845
Annual Growth: 103.31%
Price Range: $19413 → $105578 (443.9%)
PRICE PROJECTIONS:
+30 days: $126,657 ($94,871 - $169,092)
+60 days: $134,263 ($100,563 - $179,257)
+90 days: $142,326 ($106,596 - $190,034)
#2. 750 days | R² = 0.880595
Annual Growth: 103.99%
Price Range: $25739 → $105578 (310.2%)
PRICE PROJECTIONS:
+30 days: $126,848 ($93,353 - $172,361)
+60 days: $134,503 ($98,975 - $182,783)
+90 days: $142,619 ($104,936 - $193,835)
#3. 90 days | R² = 0.781110
Annual Growth: 274.57%
Price Range: $86913 → $105578 (21.5%)
PRICE PROJECTIONS:
+30 days: $126,417 ($113,950 - $140,248)
+60 days: $140,911 ($126,497 - $156,967)
+90 days: $157,067 ($140,266 - $175,880)
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +22.9% 3.8:1 $49,151 $66,219 $98,733 $129,736 $171,480 $255,895 $339,279
Fat Tails (Student-t) +9.7% 2.2:1 $-9,221 $43,757 $84,009 $115,819 $154,126 $238,713 $335,962
Skewed Normal +27.0% 4.3:1 $58,354 $74,344 $104,902 $134,042 $169,892 $238,779 $301,390
Historical Bootstrap +23.9% 3.6:1 $46,497 $65,992 $99,764 $130,829 $170,729 $250,007 $329,193
Mixed (Bootstrap + Extremes) +20.8% 2.8:1 $20,027 $51,660 $93,971 $127,502 $169,748 $258,869 $366,969
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +20.8% 3.3:1 $32,962 $60,395 $96,276 $127,586 $167,195 $248,453 $334,559
MEDIAN ACROSS METHODS +22.9% 3.6:1 $46,497 $65,992 $98,733 $129,736 $169,892 $250,007 $335,962
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +20.8%
• Target Price: $127,586
• Risk/Reward Ratio: 3.3:1
• 95% Confidence Range: $60,395 to $248,453
• Extreme Downside (5% chance): Below $60,395 (-42.8%)
• Extreme Upside (5% chance): Above $248,453 (+135.3%)
• 📈 Probability of Profit: 67.9% chance of making money
• 📉 Probability of Loss: 32.1% chance of losing money
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +9.7% change
Risk/Reward ratio: 2.2:1
→ 99% chance Bitcoin will be ABOVE $-9,221
→ 95% chance Bitcoin will be ABOVE $43,757
→ 75% chance Bitcoin will be ABOVE $84,009
→ Median value in 90 days $115,819
→ 75% chance Bitcoin will be BELOW $154,126
→ 95% chance Bitcoin will be BELOW $238,713
→ 99% chance Bitcoin will be BELOW $335,962
================================================================================
→ VaR (5%): $43,757 (-58.6%)
→ VaR (1%): $-9,221 (-108.7%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +20.8% change
Risk/Reward ratio: 2.8:1
→ 99% chance Bitcoin will be ABOVE $20,027
→ 95% chance Bitcoin will be ABOVE $51,660
→ 75% chance Bitcoin will be ABOVE $93,971
→ Median value in 90 days $127,502
→ 75% chance Bitcoin will be BELOW $169,748
→ 95% chance Bitcoin will be BELOW $258,869
→ 99% chance Bitcoin will be BELOW $366,969
================================================================================
→ VaR (5%): $51,660 (-51.1%)
→ VaR (1%): $20,027 (-81.0%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +55.2% 7.3:1 $41,132 $62,423 $110,494 $163,810 $240,032 $419,129 $630,541
Fat Tails (Student-t) +16.8% 3.2:1 $-91,931 $21,130 $76,421 $123,284 $193,196 $372,314 $621,471
Skewed Normal +64.9% 10.7:1 $53,353 $77,239 $124,710 $174,048 $245,362 $410,192 $583,255
Historical Bootstrap +57.7% 7.5:1 $39,498 $62,110 $112,080 $166,475 $243,712 $430,774 $633,237
Mixed (Bootstrap + Extremes) +47.4% 4.8:1 $-6,117 $37,289 $98,163 $155,593 $236,333 $435,532 $691,097
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +48.4% 6.7:1 $ 7,187 $52,038 $104,373 $156,642 $231,727 $413,588 $631,920
MEDIAN ACROSS METHODS +55.2% 7.3:1 $39,498 $62,110 $110,494 $163,810 $240,032 $419,129 $630,541
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +48.4%
• Target Price: $156,642
• Risk/Reward Ratio: 6.7:1
• 95% Confidence Range: $52,038 to $413,588
• Extreme Downside (5% chance): Below $52,038 (-50.7%)
• Extreme Upside (5% chance): Above $413,588 (+291.7%)
• 📈 Probability of Profit: 74.0% chance of making money
• 📉 Probability of Loss: 26.0% chance of losing money
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (189 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +16.8% change
Risk/Reward ratio: 3.2:1
→ 99% chance Bitcoin will be ABOVE $-91,931
→ 95% chance Bitcoin will be ABOVE $21,130
→ 75% chance Bitcoin will be ABOVE $76,421
→ Median value in 189 days $123,284
→ 75% chance Bitcoin will be BELOW $193,196
→ 95% chance Bitcoin will be BELOW $372,314
→ 99% chance Bitcoin will be BELOW $621,471
================================================================================
→ VaR (5%): $21,130 (-80.0%)
→ VaR (1%): $-91,931 (-187.1%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (189 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +47.4% change
Risk/Reward ratio: 4.8:1
→ 99% chance Bitcoin will be ABOVE $-6,117
→ 95% chance Bitcoin will be ABOVE $37,289
→ 75% chance Bitcoin will be ABOVE $98,163
→ Median value in 189 days $155,593
→ 75% chance Bitcoin will be BELOW $236,333
→ 95% chance Bitcoin will be BELOW $435,532
→ 99% chance Bitcoin will be BELOW $691,097
================================================================================
→ VaR (5%): $37,289 (-64.7%)
→ VaR (1%): $-6,117 (-105.8%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
🚀 RUNNING COMPLETE YTD ANALYSIS WITH AUTOMATIC CHART...
=== DATAFRAME PREPARATION ===
Date range: 2011-08-18 00:00:00 to 2025-06-23 00:00:00
Total data points: 5026
Price range: $2.24 to $111673.28
Using 2025 for YTD calculation
========================================================================================================================
ENHANCED DRIFT RATE COMPARISON - HISTORICAL vs YTD
========================================================================================================================
Method Hist Daily Hist Annual % YTD Daily YTD Annual % Difference %
------------------------------------------------------------------------------------------------------------------------
Simple Mean 0.003247 118.53% 0.001000 36.52% -82.01%
Geometric Mean 0.001828 94.78% 0.000731 26.66% -68.11%
Log Returns 0.001827 66.67% 0.001000 36.52% -30.15%
Volatility-Adjusted 0.002332 85.12% 0.000900 32.87% -52.25%
Rolling Window 0.002182 79.65% 0.001000 36.52% -43.14%
Regime-Aware 0.003247 118.53% 0.000731 26.66% -91.87%
SUMMARY STATISTICS:
--------------------------------------------------------------------------------
Metric Historical YTD Difference
--------------------------------------------------------------------------------
Average Annual % 93.88% 32.62% -61.26%
Median Annual % 89.95% 34.69% -55.26%
Std Dev % 19.30% 4.41% -14.90%
🎯 KEY INSIGHTS:
--------------------------------------------------
📉 YTD performance is UNDERPERFORMING historical median
• Historical median: 89.95% annually
• YTD compound annual: 26.66% annually
• Performance gap: -63.28%
📊 MONTE CARLO RECOMMENDATIONS:
--------------------------------------------------
• Conservative (lower): 0.266646 daily (9732.6% annual)
• Aggressive (higher): 0.899491 daily (32831.4% annual)
• Blended (70% hist, 30% YTD): 0.709637 daily (25901.8% annual)
• Historical median: 0.899491 daily (32831.4% annual)
• YTD-based: 0.266646 daily (9732.6% annual)
• Low historical variation allows using either mean or median
================================================================================
🎯 KEY YTD METRICS
================================================================================
📅 YTD Period: 2025-01-01 to 2025-06-23
⏱️ Days Elapsed: 173
📈 YTD Total Return: +11.86%
🎯 YTD Annual Drift: +26.66%
📊 Historical Median: +89.95%
🔄 Difference: -63.28% (UNDERPERFORMING)
📊 GENERATING PERFORMANCE CHART...
📊 CHART SUMMARY: • YTD Period: 2025-01-02 to 2025-06-23 • Current YTD Return: +11.9% • Expected at Benchmark Pace: +42.6% • Performance Gap: -30.8% • Status: UNDERPERFORMING benchmark 💾 SAVE THESE VALUES: ytd_annual_drift = 0.266646 historical_median = 0.899491 performance_gap = -63.28% 📈 Chart generated successfully! • Final YTD return: 11.9% • Final benchmark: 42.6% • Final gap: -30.8%
🎯 MARKET SIMILARITY ANALYSIS - NON-OVERLAPPING VERSION ============================================================ 📊 Calculating market features... 🎯 CURRENT FEATURES ANALYSIS: Days since ATH: 32 % from ATH: -5.71% RSI-14: 52.0 🔍 Finding similar periods... ✅ Found 6 diverse periods 📊 Analyzing top 3 most similar periods 🏆 TOP 3 SIMILAR PERIODS (NON-OVERLAPPING CHARTS) ================================================================================ #1 MATCH (Score: 0.998) - 28 features 📅 Period: 2024-09-05 00:00:00 to 2024-11-04 00:00:00 🔍 Current Signal Date: 2025-06-23 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 32.0 | Then 235.0 | Diff -203.0 % from ATH : Now -5.7 | Then -8.1 | Diff +2.4 30d return : Now 12.4 | Then 5.9 | Diff +6.5 RSI-14 : Now 52.0 | Then 51.3 | Diff +0.7 📈 What happened next: 5d : +13.1% 10d: +28.8% 20d: +44.5% 30d: +45.6% 60d: +44.7% 90d: +44.0%
└─ Non-overlapping chart created for Match #1 ──────────────────────────────────────────────────────────────────────────────── #2 MATCH (Score: 0.997) - 28 features 📅 Period: 2024-06-02 00:00:00 to 2024-08-01 00:00:00 🔍 Current Signal Date: 2025-06-23 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 32.0 | Then 140.0 | Diff -108.0 % from ATH : Now -5.7 | Then -11.5 | Diff +5.8 30d return : Now 12.4 | Then -1.8 | Diff +14.3 RSI-14 : Now 52.0 | Then 51.9 | Diff +0.1 📈 What happened next: 5d : -14.2% 10d: -10.1% 20d: -6.3% 30d: -9.7% 60d: -3.0% 90d: +10.8%
└─ Non-overlapping chart created for Match #2 ──────────────────────────────────────────────────────────────────────────────── #3 MATCH (Score: 0.997) - 28 features 📅 Period: 2021-07-18 00:00:00 to 2021-09-16 00:00:00 🔍 Current Signal Date: 2025-06-23 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 32.0 | Then 155.0 | Diff -123.0 % from ATH : Now -5.7 | Then -26.4 | Diff +20.7 30d return : Now 12.4 | Then 20.9 | Diff -8.5 RSI-14 : Now 52.0 | Then 52.4 | Diff -0.4 📈 What happened next: 5d : -15.0% 10d: -9.5% 20d: +15.9% 30d: +27.4% 60d: +33.2% 90d: +2.3%
└─ Non-overlapping chart created for Match #3
Applying clustering filter with 10-day window... Filtered from 179 to 19 periods Found 5 periods with correlation >= 0.7 Top correlated periods: 1. 2022-09-14 to 2023-03-06 (Year: 2022, Correlation: 0.8755) Extended to: 2023-09-02 (+180 days) 2. 2013-04-27 to 2013-10-17 (Year: 2013, Correlation: 0.8278) Extended to: 2014-04-15 (+180 days) 3. 2015-02-17 to 2015-08-09 (Year: 2015, Correlation: 0.8260) Extended to: 2016-02-05 (+180 days) 4. 2015-06-18 to 2015-12-08 (Year: 2015, Correlation: 0.8054) Extended to: 2016-06-05 (+180 days) 5. 2020-01-11 to 2020-07-02 (Year: 2020, Correlation: 0.7958) Extended to: 2020-12-29 (+180 days)
Detailed correlation results: start_date end_date correlation year period_length extended_length 0 2022-09-14 2023-03-06 0.875467 2022 174 354 1 2013-04-27 2013-10-17 0.827817 2013 174 354 2 2015-02-17 2015-08-09 0.826008 2015 174 354 3 2015-06-18 2015-12-08 0.805411 2015 174 354 4 2020-01-11 2020-07-02 0.795839 2020 174 354 Best match details: Period: 2022-09-14 to 2023-03-06 Correlation: 0.8755
=== CALLING bitcoin_analysis_package ===
Before update data summary:
Date range: 2011-08-18 to 2025-06-23
Number of rows: 5026
Downloading data from 2025-06-24 to 2025-06-24
No new data available.
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5025 2025-06-23 100987.476562 106116.859375 99705.75 105577.773438 4.545412 Monday 2025 13.102482 Year1 13.102482 2 27.91569 June 0.898797 26 4.545412 2H_June 0.021012
✅ Complete Bitcoin analysis completed successfully!
=== FINISHED bitcoin_analysis_package ===
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5025 2025-06-23 100987.476562 106116.859375 99705.75 105577.773438 4.545412 Monday 2025 13.102482 Year1 13.102482 2 27.91569 June 0.898797 26 4.545412 2H_June 0.021012
ORIGINAL ROLLING RETURNS ANALYSIS:
================================================================================
================================================================================ AUTOMATIC FORWARD PERFORMANCE ANALYSIS: ================================================================================ Using 5 similar dates identified above for forward performance analysis FORWARD RETURNS ANALYSIS ================================================================================ Current 30-day return: -4.28% Similar periods threshold: ±0.50% Filters applied: Cycle Years: Year1, Quarters: 2 Total similar periods found: 5 ================================================================================ Forward Returns Summary: ------------------------------------------------------------------------------------------------------------------------ Window Count Median Mean Std Dev 95% CI Lower 95% CI Upper Min Max % Positive ------------------------------------------------------------------------------------------------------------------------ 7 days 5 2.04% -3.92% 9.77% -16.05% 8.22% -15.05% 3.79% 60.0% 14 days 5 -5.61% -7.48% 12.45% -22.93% 7.98% -25.20% 6.88% 40.0% 30 days 4 -20.86% -23.64% 16.83% -50.42% 3.14% -44.15% -8.69% 0.0% 90 days 4 13.66% 2.06% 32.73% -50.02% 54.14% -44.64% 25.57% 75.0% 180 days 4 269.01% 335.38% 375.55% -262.21% 932.96% 15.29% 788.20% 100.0% 365 days 4 212.01% 218.73% 279.18% -225.51% 662.97% -24.78% 475.67% 50.0% Top 5 Similar Periods (with 90-day forward returns): -------------------------------------------------------------------------------- Start Date End Date Forward Return Cycle Year Quarter 2021-06-10 2021-09-08 25.57% Year1 2 2021-04-21 2021-07-20 -44.64% Year1 2 2013-06-24 2013-09-22 23.93% Year1 2 2013-06-06 2013-09-04 3.39% Year1 2 ================================================================================ Dates with sufficient 14-day forward data for chart: 5 Showing forward performance chart for these 5 periods: 1. 2013-06-06 2. 2013-06-24 3. 2021-04-21 4. 2021-06-10 5. 2025-06-04
ORIGINAL ROLLING RETURNS ANALYSIS: ================================================================================
================================================================================ AUTOMATIC FORWARD PERFORMANCE ANALYSIS: ================================================================================ Using 7 similar dates identified above for forward performance analysis FORWARD RETURNS ANALYSIS ================================================================================ Current 30-day return: -2.05% Similar periods threshold: ±0.50% Filters applied: Cycle Years: Year1, Quarters: 2 Total similar periods found: 7 ================================================================================ Forward Returns Summary: ------------------------------------------------------------------------------------------------------------------------ Window Count Median Mean Std Dev 95% CI Lower 95% CI Upper Min Max % Positive ------------------------------------------------------------------------------------------------------------------------ 7 days 7 -0.68% 1.25% 9.37% -7.41% 9.92% -8.88% 15.43% 28.6% 14 days 7 -8.35% -1.86% 13.71% -14.54% 10.82% -17.45% 17.69% 42.9% 30 days 7 -22.50% -17.78% 26.29% -42.09% 6.54% -38.25% 39.54% 14.3% 90 days 7 -30.70% -7.92% 46.69% -51.10% 35.26% -42.74% 90.24% 28.6% 180 days 7 28.95% 249.35% 337.53% -62.81% 561.52% -8.11% 849.20% 85.7% 365 days 7 -21.25% 185.47% 273.00% -67.01% 437.95% -34.85% 553.69% 42.9% Top 5 Similar Periods (with 90-day forward returns): -------------------------------------------------------------------------------- Start Date End Date Forward Return Cycle Year Quarter 2021-04-30 2021-07-29 -30.70% Year1 2 2021-04-24 2021-07-23 -32.79% Year1 2 2021-04-23 2021-07-22 -36.88% Year1 2 2021-04-12 2021-07-11 -42.74% Year1 2 2017-04-12 2017-07-11 90.24% Year1 2 ================================================================================ Dates with sufficient 30-day forward data for chart: 7 Showing forward performance chart for these 7 periods: 1. 2013-05-27 2. 2013-06-08 3. 2017-04-12 4. 2021-04-12 5. 2021-04-23 6. 2021-04-24 7. 2021-04-30
ORIGINAL ROLLING RETURNS ANALYSIS: ================================================================================
================================================================================ AUTOMATIC FORWARD PERFORMANCE ANALYSIS: ================================================================================ Using 2 similar dates identified above for forward performance analysis FORWARD RETURNS ANALYSIS ================================================================================ Current 30-day return: 20.75% Similar periods threshold: ±0.50% Filters applied: Cycle Years: Year1, Quarters: 2 Total similar periods found: 2 ================================================================================ Forward Returns Summary: ------------------------------------------------------------------------------------------------------------------------ Window Count Median Mean Std Dev 95% CI Lower 95% CI Upper Min Max % Positive ------------------------------------------------------------------------------------------------------------------------ 7 days 2 1.00% 1.00% 0.89% -6.95% 8.96% 0.38% 1.63% 100.0% 14 days 2 0.49% 0.49% 2.15% -18.87% 19.85% -1.04% 2.01% 50.0% 30 days 0 N/A N/A N/A N/A N/A N/A N/A N/A 90 days 0 N/A N/A N/A N/A N/A N/A N/A N/A 180 days 0 N/A N/A N/A N/A N/A N/A N/A N/A 365 days 0 N/A N/A N/A N/A N/A N/A N/A N/A Top 5 Similar Periods (with 90-day forward returns): -------------------------------------------------------------------------------- Start Date End Date Forward Return Cycle Year Quarter ================================================================================ Dates with sufficient 90-day forward data for chart: 0 No dates have sufficient 90-day forward data for performance chart. Try reducing 'forward_days' parameter or check data availability.
===== Bitcoin 50% Recovery Points from 30%+ Drawdowns in 2024-2025 ===== Total recovery points found: 2 ----- Average Statistics ----- Average Drawdown: 32.4% Average Forward Returns: 7 days: -2.9% (Win rate: 50.0%) 14 days: 0.7% (Win rate: 50.0%) 30 days: 3.6% (Win rate: 50.0%) 60 days: 5.1% (Win rate: 100.0%) 90 days: 22.6% (Win rate: 100.0%) 180 days: 58.5% (Win rate: 100.0%)
===== Bitcoin 50% Recovery Points from 30%+ Drawdowns Cycle Year(s): Year1 ===== Total recovery points found: 14 Showing 3 out of 14 recovery points (sorted by drawdown size) Recovery Point #1 (sorted by drawdown size): Date: 2013-10-18 00:00:00 Year: 2013 | Cycle_year: Year1 | Quarter: 4 | Month: October Price at recovery: $152.89 Previous peak (high): $259.34 Drawdown low: $45.00 Drawdown amount: $214.34 (82.6%) Recovery amount: $107.89 (50.3%) Forward Returns: 7d: 22.0% | 14d: 32.2% | 30d: 212.2% | 60d: 341.5% | 90d: 444.1% | 180d: 660.2% Recovery Point #2 (sorted by drawdown size): Date: 2017-01-01 00:00:00 Year: 2017 | Cycle_year: Year1 | Quarter: 1 | Month: January Price at recovery: $997.75 Previous peak (high): $1163.00 Drawdown low: $382.21 Drawdown amount: $780.79 (67.1%) Recovery amount: $615.54 (78.8%) Forward Returns: 7d: -8.8% | 14d: -17.6% | 30d: -3.4% | 60d: 26.0% | 90d: 8.6% | 180d: 147.1% Recovery Point #3 (sorted by drawdown size): Date: 2021-08-13 00:00:00 Year: 2021 | Cycle_year: Year1 | Quarter: 3 | Month: August Price at recovery: $47860.58 Previous peak (high): $64895.22 Drawdown low: $28600.00 Drawdown amount: $36295.22 (55.9%) Recovery amount: $19260.58 (53.1%) Forward Returns: 7d: 3.1% | 14d: 2.6% | 30d: -3.8% | 60d: 17.0% | 90d: 35.4% | 180d: 101.6% ----- Average Statistics ----- Average Drawdown: 43.6% Average Forward Returns: 7 days: 13.0% (Win rate: 64.3%) 14 days: 25.3% (Win rate: 71.4%) 30 days: 57.4% (Win rate: 71.4%) 60 days: 85.9% (Win rate: 92.9%) 90 days: 135.9% (Win rate: 100.0%) 180 days: 364.6% (Win rate: 100.0%)
🎯 COMPLETE ANALYSIS FOR Year1
============================================================
🔄 Calculating days since 20-day highs/lows...
📊 CURRENT STATUS (20-DAY WINDOW):
Days since 20-day high: 14
Days since 20-day low: 1
20-day high: $110561.42
20-day low: $98286.20
Current close: $105577.77
Current cycle year: Year1
Current month: June
Current quarter: Q2
------------------------------------------------------------
🧪 HISTORICAL TESTING - 20-DAY WINDOW:
============================================================
🔴 Testing: Days since 20-day HIGH = 14
🔍 APPLYING FILTERS:
==================================================
📅 Cycle Year: Year1
📈 Records: 5,026 → 1,269 (25.2%)
==================================================
=== Historical Analysis: days_since_20d_high = 14 (Filtered: Year: Year1) ===
Total occurrences: 34
Date range: 2013-04-24 00:00:00 to 2025-06-23 00:00:00
Cycle Year breakdown: {'Year1': np.int64(34)}
Quarter breakdown: {1: np.int64(9), 2: np.int64(11), 3: np.int64(9), 4: np.int64(5)}
Month breakdown: {'June': np.int64(5), 'March': np.int64(5), 'July': np.int64(4), 'April': np.int64(4), 'September': np.int64(4), 'May': np.int64(2), 'December': np.int64(2), 'January': np.int64(2), 'February': np.int64(2), 'November': np.int64(2), 'October': np.int64(1), 'August': np.int64(1)}
--- 1-Day Forward Returns ---
Average return: 0.19%
Median return: -0.09%
Win rate: 48.5%
Best return: 7.37%
Worst return: -4.77%
Standard deviation: 2.88%
68% of returns fall between: -2.68% to 3.07%
--- 5-Day Forward Returns ---
Average return: 2.09%
Median return: 1.82%
Win rate: 54.5%
Best return: 22.16%
Worst return: -20.00%
Standard deviation: 9.93%
68% of returns fall between: -7.84% to 12.03%
--- 10-Day Forward Returns ---
Average return: 3.65%
Median return: 3.90%
Win rate: 66.7%
Best return: 45.12%
Worst return: -24.42%
Standard deviation: 13.76%
68% of returns fall between: -10.11% to 17.41%
--- 20-Day Forward Returns ---
Average return: 7.01%
Median return: 5.10%
Win rate: 59.4%
Best return: 47.07%
Worst return: -28.19%
Standard deviation: 20.82%
68% of returns fall between: -13.82% to 27.83%
🟢 Testing: Days since 20-day LOW = 1
🔍 APPLYING FILTERS:
==================================================
📅 Cycle Year: Year1
📈 Records: 5,026 → 1,269 (25.2%)
==================================================
=== Historical Analysis: days_since_20d_low = 1 (Filtered: Year: Year1) ===
Total occurrences: 42
Date range: 2013-04-13 00:00:00 to 2025-06-23 00:00:00
Cycle Year breakdown: {'Year1': np.int64(42)}
Quarter breakdown: {1: np.int64(11), 2: np.int64(15), 3: np.int64(9), 4: np.int64(7)}
Month breakdown: {'June': np.int64(8), 'July': np.int64(6), 'March': np.int64(6), 'April': np.int64(5), 'November': np.int64(4), 'September': np.int64(3), 'January': np.int64(3), 'May': np.int64(2), 'December': np.int64(2), 'February': np.int64(2), 'October': np.int64(1)}
--- 1-Day Forward Returns ---
Average return: -0.08%
Median return: 0.51%
Win rate: 53.7%
Best return: 9.58%
Worst return: -12.49%
Standard deviation: 4.77%
68% of returns fall between: -4.84% to 4.69%
--- 5-Day Forward Returns ---
Average return: 0.72%
Median return: 0.52%
Win rate: 51.2%
Best return: 27.26%
Worst return: -26.26%
Standard deviation: 10.73%
68% of returns fall between: -10.00% to 11.45%
--- 10-Day Forward Returns ---
Average return: 4.22%
Median return: 2.47%
Win rate: 58.5%
Best return: 49.81%
Worst return: -22.13%
Standard deviation: 13.57%
68% of returns fall between: -9.35% to 17.79%
--- 20-Day Forward Returns ---
Average return: 5.83%
Median return: 1.92%
Win rate: 52.5%
Best return: 73.39%
Worst return: -21.37%
Standard deviation: 20.58%
68% of returns fall between: -14.75% to 26.41%
📊 SUMMARY COMPARISON TABLE (20-DAY WINDOW - Year: Year1):
================================================================================
Signal Type Occurrences 1D Avg 5D Avg 10D Avg 20D Avg 1D Win% 5D Win% 10D Win% 20D Win%
---------------------------------------------------------------------------------------------------------------
Days Since 20D High = 14 34 0.2% 2.1% 3.6% 7.0% 48% 55% 67% 59%
Days Since 20D Low = 1 42 -0.1% 0.7% 4.2% 5.8% 54% 51% 59% 52%
================================================================================
⚡ QUICK INSIGHTS (20-DAY WINDOW - Year: Year1):
📈 20D High Signal (14d): 20-day avg 7.0% | Best: 47% | Worst: -28%
└─ 68% of returns fall between: -13.8% to +27.8% (±1 std dev)
📉 20D Low Signal (1d): 20-day avg 5.8% | Best: 73% | Worst: -21%
└─ 68% of returns fall between: -14.7% to +26.4% (±1 std dev)
================================================================================
📈 Creating original visualizations...
🔍 APPLYING FILTERS:
==================================================
📅 Cycle Year: Year1
📈 Records: 5,026 → 1,269 (25.2%)
==================================================
📈 CREATING INDIVIDUAL YEAR CHARTS FOR Year1: ============================================================ 🔴 High Signal Charts (20D High = 14 days): 📅 Creating individual charts for Year1: [np.int32(2013), np.int32(2017), np.int32(2021), np.int32(2025)]
🟢 Low Signal Charts (20D Low = 1 days): 📅 Creating individual charts for Year1: [np.int32(2013), np.int32(2017), np.int32(2021), np.int32(2025)]
Conversion successful!
Created: C:/Users/Chris/Python/format_csv.py
Before update data summary:
Date range: 2011-08-18 to 2025-06-23
Number of rows: 5026
Downloading data from 2025-06-24 to 2025-06-24
No new data available.
Bitcoin performance after first all time high in 30 days (Year1)
================================================================
Date Bitcoin Close High Price Cycle Year Week Month 3 Month 6 Month Year
01/21/2013 16.52 16.98 Year1 13.01 81.60 619.19 414.77 4893.28
02/20/2013 30.00 30.07 Year1 4.37 133.00 291.67 242.83 1772.87
03/25/2013 75.11 80.00 Year1 39.40 98.38 33.68 64.28 677.22
11/06/2013 263.24 265.00 Year1 49.48 207.71 205.04 64.49 32.95
02/23/2017 1,188.11 1,193.92 Year1 5.80 -19.53 103.71 243.82 755.65
04/30/2017 1,350.21 1,356.00 Year1 15.09 63.20 98.53 327.48 584.50
06/06/2017 2,880.74 2,933.00 Year1 -6.17 -9.73 48.47 290.52 165.85
08/05/2017 3,263.62 3,339.66 Year1 18.12 31.05 118.98 175.74 115.48
10/12/2017 5,445.00 5,445.00 Year1 4.66 16.71 173.46 25.54 13.59
11/16/2017 7,846.96 7,976.79 Year1 1.81 144.53 20.95 8.00 -29.80
12/16/2017 19,187.78 19,377.00 Year1 -23.81 -29.08 -56.96 -65.36 -83.36
01/01/2021 29,402.64 29,700.00 Year1 38.31 12.72 99.74 19.16 62.49
02/08/2021 46,416.45 46,712.12 Year1 3.29 20.33 25.61 -3.89 -5.01
03/13/2021 61,165.19 61,781.83 Year1 -4.95 -2.18 -38.95 -24.15 -38.22
04/13/2021 63,564.48 63,769.00 Year1 -11.11 -21.82 -47.92 -13.92 -35.27
10/20/2021 65,990.31 67,016.50 Year1 -11.40 -11.91 -35.78 -38.15 -71.14
01/20/2025 102,141.00 109,356.00 Year1 -0.05 -5.38 -16.59 3.36 3.36
05/21/2025 109,682.00 110,730.00 Year1 -1.71 -5.81 -3.74 -3.74 -3.74
Average 7.45 39.10 91.06 96.15 489.48
Median 3.83 14.71 41.08 22.35 23.27
% Positive 61.1 55.6 66.7 66.7 61.1
Found 155 total ATHs to analyze
Analyzing 14-day pause ATHs...
Found 14 ATHs with 14-day pause
Bitcoin Forward Returns FROM Pause End - 14 day pauses (Year1)
==============================================================
ATH Date ATH Days End Date End Price Decline Cycle 1W 1W DD 1W Max 2W 2W DD 2W Max 1M 1M DD 1M Max 2M 2M DD 2M Max 3M 3M DD 3M Max 6M 6M DD 6M Max 1Y 1Y DD 1Y Max
04/10/2013 162.00 14 04/24/2013 149.00 -8.02 Year1 -21.64 -29.60 14.28 -24.05 -45.30 14.28 -13.62 -45.30 14.28 -32.61 -45.30 14.28 -41.62 -57.72 14.28 20.89 -57.72 22.10 237.05 -57.72 680.54
11/30/2013 1,119.80 14 12/14/2013 854.99 -23.65 Year1 -30.18 -55.30 1.75 -16.37 -55.30 1.75 -3.74 -55.30 16.38 -23.66 -55.30 16.38 -26.27 -55.30 16.38 -33.44 -60.26 16.38 -58.30 -67.84 16.38
03/10/2017 1,116.97 14 03/24/2017 929.06 -16.82 Year1 15.20 -4.06 16.35 28.16 -4.06 29.38 33.68 -4.06 34.79 143.71 -4.06 144.87 192.07 -4.06 220.75 317.03 -4.06 436.01 819.96 -4.06 2016.76
06/12/2017 2,667.06 14 06/26/2017 2,421.22 -9.22 Year1 5.34 -5.38 7.18 -4.04 -6.58 9.01 4.29 -24.42 21.34 79.91 -24.42 85.03 51.34 -24.42 105.68 503.79 -24.42 712.24 150.62 -24.42 712.24
09/02/2017 4,599.90 14 09/16/2017 3,678.93 -20.02 Year1 2.72 -5.87 12.06 17.59 -5.87 18.21 56.18 -5.87 58.92 98.26 -5.87 114.41 374.91 -5.87 387.48 124.66 -5.87 434.56 76.68 -5.87 434.56
12/17/2017 18,953.00 14 12/31/2017 13,880.00 -26.77 Year1 16.17 -7.77 24.17 -1.67 -7.78 24.17 -28.16 -33.56 24.17 -21.45 -57.34 24.17 -50.08 -57.34 24.17 -55.30 -58.40 24.17 -73.39 -77.51 24.17
01/08/2021 40,667.07 14 01/22/2021 32,992.06 -18.87 Year1 3.81 -11.64 17.06 16.15 -11.64 17.45 74.26 -11.64 76.87 64.77 -11.64 87.26 56.66 -11.64 96.70 -2.59 -13.31 96.70 6.36 -13.31 109.14
02/21/2021 57,492.91 14 03/07/2021 50,967.30 -11.35 Year1 15.79 -3.24 21.22 12.59 -3.24 21.22 13.83 -3.24 21.22 10.75 -7.78 27.33 -30.28 -41.01 27.33 -1.85 -43.89 27.33 -25.41 -43.89 35.38
03/13/2021 61,165.19 14 03/27/2021 55,839.42 -8.71 Year1 2.19 -2.08 7.64 7.03 -2.08 9.64 -3.16 -15.82 16.22 -29.60 -46.16 16.22 -43.41 -48.78 16.22 -19.58 -48.78 16.22 -16.07 -48.78 23.57
04/14/2021 62,986.09 14 04/28/2021 54,901.97 -12.83 Year1 4.75 -4.59 7.46 -10.05 -11.61 8.56 -34.99 -45.24 8.56 -36.80 -47.91 8.56 -28.10 -47.91 8.56 14.93 -47.91 22.07 -27.59 -47.91 25.68
10/20/2021 65,990.31 14 11/03/2021 62,930.72 -4.64 Year1 3.16 -4.48 9.64 -4.06 -7.20 9.64 -14.60 -18.07 9.64 -24.76 -33.31 9.64 -38.45 -47.64 9.64 -38.79 -47.64 9.64 -67.89 -72.04 9.64
11/10/2021 64,921.43 14 11/24/2021 57,185.06 -11.92 Year1 0.12 -6.78 3.95 -11.61 -26.61 3.95 -11.09 -26.61 3.95 -36.53 -40.54 3.95 -33.08 -42.38 3.95 -49.14 -55.58 3.95 -70.99 -72.93 3.95
01/20/2025 102,141.00 14 02/03/2025 101,457.00 -0.67 Year1 -3.93 -6.63 0.32 -5.60 -7.26 0.32 -10.69 -22.93 0.32 -17.35 -24.50 0.32 -7.04 -26.63 0.32 4.06 -26.63 10.36 4.06 -26.63 10.36
05/22/2025 111,673.28 14 06/05/2025 101,575.95 -9.04 Year1 4.29 -0.40 8.85 3.06 -0.40 8.85 3.94 -3.24 8.85 3.94 -3.24 8.85 3.94 -3.24 8.85 3.94 -3.24 8.85 3.94 -3.24 8.85
Average -13.04 1.27 -10.56 10.85 0.51 -13.92 12.60 4.72 -22.52 22.54 12.76 -29.10 40.09 27.19 -33.85 67.17 56.33 -35.55 131.47 68.50 -40.44 293.66
Median -11.63 3.49 -5.62 9.25 -2.85 -7.23 9.64 -3.45 -20.50 16.30 -19.40 -28.91 16.30 -27.19 -41.70 16.30 1.04 -45.77 22.09 -6.07 -45.90 24.93
% Positive 78.6 0.0 100.0 42.9 0.0 100.0 42.9 0.0 100.0 42.9 0.0 100.0 35.7 0.0 100.0 50.0 0.0 100.0 50.0 0.0 100.0
Breakdown by Pause Period:
14-day pause: 14 ATHs
Finished 2025-06-25 05:25:15.310143